FACTOR COPULA MODEL FOR PORTFOLIO CREDIT RISK (Q5010074)
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scientific article; zbMATH DE number 7384602
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FACTOR COPULA MODEL FOR PORTFOLIO CREDIT RISK |
scientific article; zbMATH DE number 7384602 |
Statements
FACTOR COPULA MODEL FOR PORTFOLIO CREDIT RISK (English)
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24 August 2021
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normal tempered stable distribution
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factor copula model
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collateralized debt obligation
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credit derivatives
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